void
nlf1(int mode, int ndim, NEWMAT::ColumnVector const & x, OPTPP::real & fx, NEWMAT::ColumnVector & gx, int & result, void * data)
{
result = OPTPP::NLPNoOp;
if (mode & OPTPP::NLPFunction)
nlf0(ndim, x, fx, result, data);
if (mode & OPTPP::NLPGradient)
{
ScalarFunction const * func = static_cast<ScalarFunction *>(data);
AnalyticD1ScalarFunction const * func1 = dynamic_cast<AnalyticD1ScalarFunction const *>(func);
alwaysAssertM(func1, "OPTPPNumericalOptimizer: Function does not have analytical first derivative");
gx.ReSize(ndim);
func1->gradientAt(x.data(), gx.data());
result |= OPTPP::NLPGradient;
}
}
void
nlf2(int mode, int ndim, NEWMAT::ColumnVector const & x, OPTPP::real & fx, NEWMAT::ColumnVector & gx,
NEWMAT::SymmetricMatrix & Hx, int & result, void * data)
{
result = OPTPP::NLPNoOp;
if (mode & OPTPP::NLPFunction || mode & OPTPP::NLPGradient)
nlf1(mode, ndim, x, fx, gx, result, data);
if (mode & OPTPP::NLPHessian)
{
ScalarFunction const * func = static_cast<ScalarFunction *>(data);
AnalyticD2ScalarFunction const * func2 = dynamic_cast<AnalyticD2ScalarFunction const *>(func);
alwaysAssertM(func2, "OPTPPNumericalOptimizer: Function does not have analytical second derivative");
Hx.ReSize(ndim);
OPTPPSymMatWrapper Hwrapper(&Hx);
func2->hessianAt(x.data(), Hwrapper);
result |= OPTPP::NLPHessian;
}
}